A probabilistic algorithm is presented to find the determinant of a nonsingular, integer matrix. For a matrix A ¡£¢ n¤ n the algorithm requires O¥ n3¦5 ¥ logn§ 4¦5§ bit...
The Swendsen-Wang process provides one possible dynamics for the Qstate Potts model in statistical physics. Computer simulations of this process are widely used to estimate the ex...
This paper derives Monte Carlo simulation estimators to compute option price derivatives, i.e., the `Greeks,' under Heston's stochastic volatility model and some variant...
Hidden Web databases maintain a collection of specialised documents, which are dynamically generated in response to users' queries. The majority of these documents are genera...
Yih-Ling Hedley, Muhammad Younas, Anne E. James, M...
: The guarantee of feasibility given feasibility at initial time is an issue that has been overlooked by many of the recent papers on stochastic model predictive control. Effective...
Basil Kouvaritakis, Mark Cannon, Sasa V. Rakovic, ...